-5.4%
CSCO vs IGV
+13.9%
-19.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.9% | +2.3% | -0.4% | +1.2% |
| 30D | -15.8% | -6.0% | -9.8% | -14.4% |
| 3M | -15.4% | -4.8% | -10.6% | -13.9% |
| 6M | -5.4% | +14.2% | -19.6% | -7.9% |
| All | -5.4% | +13.9% | -19.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded IGV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling